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~institution:"School of Business, Edith Cowan University"
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ACD models
2
Daily Seasonality
1
Density forecasts Acknowledgements: The authors are most grateful to a referee for helpful comments and suggestions. This paper forms part of an ARC Linkage Grant research project
1
Density forecasts Acknowledgements: This paper forms part of an ARC Linkage Grant research project
1
entitled ÃModelling stock market liquidity in Australia and the Asia Pacific RegionÓ. We are grateful to the Australian Research Council for financial support. The financial data has been kindly provided by the Industry Partner
1
the Securities Research Institute (SIRCA)
1
ÃModelling stock market liquidity in Australia and the Asia Pacific RegionÓ. We are grateful to the Australian Research Council for financial support. The financial data has been graciously provided by the Securities Research Institute (SIRCA) which is our industry partner
1
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Allen, David E.
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Lazarov, Zdravetz
2
McAleer, Michael
2
Peiris, Shelton
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School of Business, Edith Cowan University
EcoMod Network
5
International Association of Agricultural Economists - IAAE
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Agricultural and Applied Economics Association - AAEA
3
Department of Econometrics and Business Statistics, Monash Business School
3
Department of Economics, University of Utah
3
Banco de la Republica de Colombia
2
Australian Agricultural and Resource Economics Society - AARES
1
Banca d'Italia
1
CESifo
1
Charles H. Dyson School of Applied Economics and Management, Cornell University
1
College of Business, University of Texas-San Antonio
1
Department of Agricultural, Food and Resource Economics, Michigan State University
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, Faculty of Business and Economics
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Department of Economics, McMaster University
1
Department of Economics, University of Warwick
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ESRC Centre for Economic Learning and Social Evolution (ELSE), Department of Economics
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Federal Reserve Bank of New York
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Fondazione ENI Enrico Mattei (FEEM)
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Graduate School of Economics, Kyoto University
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Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Institute for the Study of Labor (IZA)
1
Keleti Károly Gazdasági Kar, Óbudai Egyetem
1
UNIVERSIDAD JAVERIANA - CALI
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University of California, Davis, Center for Cooperatives
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World Scientific Publishing Co. Pte. Ltd.
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Zentrum für Europäische Wirtschaftsforschung (ZEW)
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Working papers / School of Business, Edith Cowan University
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Comparison of Alternative ACD Models via Density and Interval Forecasts: Evidence from the Australian Stock Market
Allen, David E.
;
Lazarov, Zdravetz
;
McAleer, Michael
; …
-
School of Business, Edith Cowan University
-
2007
In
this
paper a number of alternative ACD models are compared using a sample of data for three major companies traded …
Persistent link: https://www.econbiz.de/10009642866
Saved in:
2
Modelling Intra-day Seasonality and Forecasting Densities in Financial Duration Data
Allen, David E.
;
Lazarov, Zdravetz
;
McAleer, Michael
-
School of Business, Edith Cowan University
-
2007
In
this
paper we model intra-daily seasonality in the shape of the residual distribution of the standard ACD model …
Persistent link: https://www.econbiz.de/10009642868
Saved in:
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